BVT Put 195 BIIB 20.09.2024
/ DE000VM36BA8
BVT Put 195 BIIB 20.09.2024/ DE000VM36BA8 /
| 2024-07-26 8:43:44 AM |
Chg.-0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-6.52% |
-
Bid Size: - |
-
Ask Size: - |
Biogen Inc |
195.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM36BA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.23 |
| Parity: |
-1.49 |
| Time value: |
0.76 |
| Break-even: |
172.03 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
1.07 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
-0.29 |
| Theta: |
-0.11 |
| Omega: |
-7.52 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.38% |
| 1 Month |
|
|
+65.38% |
| 3 Months |
|
|
-57.43% |
| YTD |
|
|
-44.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.360 |
| 1M High / 1M Low: |
0.530 |
0.182 |
| 6M High / 6M Low: |
1.800 |
0.182 |
| High (YTD): |
2024-04-19 |
1.800 |
| Low (YTD): |
2024-07-12 |
0.182 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.683 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.28% |
| Volatility 6M: |
|
251.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
